PHY408H1: Time Series Analysis

Hours

12L/24P

The analysis of digital sequences; filters; the Fourier Transform; windows; truncation effects; aliasing; auto and cross-correlation; stochastic processes, power spectra; least squares filtering; application to real data series and experimental design.

Prerequisite
PHY407H1/PHY224H1/PHY250H1/PHY254H1/PHY324H1. PHY408H1 may be taken in third or fourth year
Corequisite
Any third or fourth year lecture course in Physics
Distribution Requirements
Science
Breadth Requirements
The Physical and Mathematical Universes (5)